A Comparison of Markov Chain Methods for Reliability Estimation. Issue 1 (15th March 2018)
- Record Type:
- Journal Article
- Title:
- A Comparison of Markov Chain Methods for Reliability Estimation. Issue 1 (15th March 2018)
- Main Title:
- A Comparison of Markov Chain Methods for Reliability Estimation
- Authors:
- Proppe, Carsten
- Abstract:
- Abstract: Two Markov chain Monte Carlo simulation methods for reliability estimation, subset simulation and the moving particles algorithm, are compared based on theoretical arguments and test cases. The differences in the efficiency between both algorithms are rather small. They seem to be well suited for off‐the‐shelf reliability estimations, but with a different setting for the most important parameters (proposal density and initial sample size). (© 2017 Wiley‐VCH Verlag GmbH & Co. KGaA, Weinheim)
- Is Part Of:
- Proceedings in applied mathematics and mechanics. Volume 17:Issue 1(2017)
- Journal:
- Proceedings in applied mathematics and mechanics
- Issue:
- Volume 17:Issue 1(2017)
- Issue Display:
- Volume 17, Issue 1 (2017)
- Year:
- 2017
- Volume:
- 17
- Issue:
- 1
- Issue Sort Value:
- 2017-0017-0001-0000
- Page Start:
- 727
- Page End:
- 728
- Publication Date:
- 2018-03-15
- Subjects:
- Applied mathematics -- Periodicals
Engineering mathematics -- Periodicals
Mathematical physics -- Periodicals
519 - Journal URLs:
- http://www.onlinelibrary.wiley.com/journal/10.1002/(ISSN)1617-7061 ↗
http://onlinelibrary.wiley.com/ ↗ - DOI:
- 10.1002/pamm.201710332 ↗
- Languages:
- English
- ISSNs:
- 1617-7061
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 6842.471350
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 9060.xml